+361.0%
ORLY vs FITB
+290.8%
+70.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.2% | +0.2% |
| 7D | -2.4% | -0.3% | -2.1% | -2.3% |
| 30D | -6.8% | -5.7% | -1.1% | -5.5% |
| 3M | -4.8% | +3.2% | -7.9% | -5.5% |
| 6M | -9.1% | +23.4% | -32.5% | -13.6% |
| YTD | -5.9% | +18.8% | -24.7% | -10.2% |
| 1Y | -20.4% | +25.0% | -45.4% | -25.1% |
| 3Y | +36.6% | +131.2% | -94.6% | +7.9% |
| 5Y | +117.3% | +70.7% | +46.6% | +81.0% |
| All | +361.0% | +290.8% | +70.2% | +194.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FITB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling